Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-04-20 0.276896 0.300760 0.326495 0.356439 0.390491 0.428206 0.473410
2025-04-27 0.248226 0.279231 0.314430 0.357748 0.410179 0.472324 0.552689
2025-05-04 0.227282 0.262571 0.304257 0.357894 0.426229 0.512039 0.630753
2025-05-11 0.212065 0.250512 0.297482 0.360299 0.444071 0.555009 0.718717
2025-05-18 0.194359 0.233491 0.282538 0.350135 0.443621 0.572922 0.774441
2025-05-25 0.178644 0.217569 0.267393 0.337802 0.438232 0.582482 0.818559
2025-06-01 0.169940 0.209939 0.262278 0.338240 0.450279 0.618077 0.908444
2025-06-08 0.165695 0.207756 0.264080 0.348185 0.476833 0.678700 1.051220
2025-06-15 0.159595 0.202557 0.261197 0.350870 0.492366 0.723633 1.175983
2025-06-22 0.152761 0.195861 0.255641 0.348928 0.500132 0.756316 1.284662
2025-06-29 0.146608 0.189723 0.250412 0.346917 0.507342 0.788708 1.400202
2025-07-06 0.138852 0.180880 0.240666 0.337040 0.500245 0.793945 1.458320
2025-07-13 0.134525 0.176906 0.238113 0.338743 0.513841 0.841264 1.628792
2025-07-20 0.130251 0.172767 0.235025 0.339266 0.525331 0.886289 1.808935
2025-07-27 0.126119 0.168611 0.231634 0.338963 0.535202 0.929597 2.000594
2025-08-03 0.122824 0.165528 0.229697 0.340906 0.549413 0.984557 2.247824
2025-08-10 0.117202 0.158671 0.221448 0.331343 0.540407 0.986508 2.335139
2025-08-17 0.111532 0.151524 0.212414 0.319840 0.526546 0.975422 2.377516
2025-08-24 0.108748 0.148695 0.210161 0.320179 0.536426 1.021888 2.637759
2025-08-31 0.107940 0.148867 0.212738 0.329323 0.565283 1.120337 3.148430
2025-09-07 0.105851 0.146929 0.211726 0.331774 0.580289 1.186810 3.580458
2025-09-14 0.103079 0.143799 0.208565 0.329965 0.585809 1.229050 3.936995
2025-09-21 0.100453 0.140802 0.205487 0.328097 0.590997 1.271552 4.331308